TST: script testing groupby iteration performance GH close #817

Author: wesm

scripts/groupby_speed.py

@@ -0,0 +1,32 @@
+from pandas import *
+
+rng = DateRange('1/3/2011', '11/30/2011', offset=datetools.Minute())
+rng5 = DateRange('1/3/2011', '11/30/2011', offset=datetools.Minute(5))
+
+df = DataFrame(np.random.randn(len(rng), 5), index=rng,
+               columns=list('OHLCV'))
+
+gp = rng5.asof
+
+grouped = df.groupby(gp)
+
+def get1(dt):
+    k = gp(dt)
+    return grouped.get_group(k)
+
+def get2(dt):
+    k = gp(dt)
+    return df.ix[grouped.groups[k]]
+
+def f():
+    for i, date in enumerate(df.index):
+        if i % 10000 == 0:
+            print i
+        get1(date)
+
+def g():
+    for i, date in enumerate(df.index):
+        if i % 10000 == 0:
+            print i
+        get2(date)
+